I like using HTTPS whenever possible. Usually this is as simple as adding a single letter to a URL, but some sites have separate domains for SSL. The Wikimedia sites are a great example of this; they share the domain secure.wikimedia.org and use the first elements of the path to specify the site.

(Edit 2016-11-25: Nowadays, you can just use the HTTPS Everywhere browser extension for Firefox, Opera, or Chrome! And you don't need to use a separate domains anymore.)

Now, I could have set up a Greasemonkey script to redirect me once I hit an unsecure Wikipedia page, but then it's too late. (I'm usually going directly to the article via web search results.) I could also use Greasemonkey to rewrite URLs in web pages, but that's a mess. Instead, I wanted to intercept any requests to unsecure Wikipedia and redirect them on the fly, before they even left my machine. Here's how I set up my browser to always use SSL for Wikimedia sites: